+86.1%
QQQ vs FDS
-22.8%
+108.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +2.2% |
| 7D | -0.2% | -2.1% | +1.9% | -0.1% |
| 30D | -7.5% | +16.0% | -23.5% | -8.4% |
| 3M | -3.8% | +18.8% | -22.6% | -5.0% |
| 6M | -3.0% | +54.1% | -57.1% | -7.2% |
| YTD | +12.8% | +17.0% | -4.2% | +13.9% |
| 1Y | +11.6% | +25.5% | -13.9% | +10.3% |
| All | +86.1% | -22.8% | +108.9% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling